+5,285.4%
SOXL vs SWKS
+32.7%
+5,252.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +1.6% |
| 7D | +16.4% | +11.8% | +4.6% | -6.6% |
| 30D | -12.1% | +6.7% | -18.8% | -23.1% |
| 3M | -41.7% | 0.0% | -41.7% | -37.7% |
| 6M | +157.4% | +38.7% | +118.7% | +41.3% |
| YTD | +193.3% | +21.4% | +171.9% | +93.4% |
| 1Y | +355.3% | +2.9% | +352.4% | +326.5% |
| 3Y | +484.2% | -16.4% | +500.6% | +889.3% |
| 5Y | +182.7% | -51.2% | +233.8% | +2,296.4% |
| All | +5,285.4% | +32.7% | +5,252.7% | +18,762.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling